Misspecified heterogeneity in panel data models

被引：4
|
作者：
Matyas, L
Blanchard, P
机构：
[1] Monash Univ, Dept Econometr, Monash 3168, Australia
[2] Univ Paris 12, F-94210 La Varenne St Hilaire, France
来源：
STATISTICAL PAPERS | 1998年 / 39卷 / 01期
关键词：
D O I：
10.1007/BF02925369
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we analyse systematically through Monte Carlo simulations the consequences of misspecified heterogeneity on the most popular linear panel data models. We also illustrate our findings, through the estimation of a well known investment demand model.
引用
收藏
页码：1 / 27
页数：27
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